overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
auctions / 30Y / 2012-03-06

Official Result (MOF)

Auction Date2012-03-06
Issue Date2012-03-21
IssueJGB (30-Year) No. 36(new)
Coupon (%)2%
Maturity2042-03-20
Methodprice conventional
Offering¥700B
Competitive Bids¥2.5T
Accepted Amount¥641.6B
Lowest Accepted Price100.60(1.968%)
Weighted Avg Price100.67(1.964%)
Allotment Ratio
Non-competitive I¥57.4B
Non-competitive II¥86.7B

Source: https://www.mof.go.jp/jgbs/reference/appendix/jgb_historical_data.xls

Offering Terms (from MOF notice) documents →

Official name利付国庫債券(30年)(第36回)
Legal basis財政法(昭和22年法律第34号)第4条第1項並びに特別会計に関する法律(平成19年法律第23号)第46条第1項、第47条及び第62条第1項
Coupon dates毎年3月20日及び9月20日
Planned amount¥700B
Bid deadline2012-03-06 12:00
Payment date2012-03-21
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover3.973.523.792.955.77+0.20
Tail (sen)7515541-0.77
Non-competitive take-up18.3%9.9%
GradeB (score +0.49)(z(B/C) − z(tail))/2 bucketed A(≥1)/B(≥0.3)/C/D(≤−0.3)/E(≤−1), vs last 12 same-tenor
Yield tail (bp)0.40.3

Same-tenor Auction History

3.004.005.002010-092011-032011-092012-03
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2012-03-06JGB (30-Year) No. 363.9771.964
2012-01-17JGB (30-Year) No. 353.5251.915
2011-12-08JGB (30-Year) No. 353.0091.963
2011-10-13JGB (30-Year) No. 353.27111.938
2011-09-06JGB (30-Year) No. 353.5582.009
2011-07-07JGB (30-Year) No. 343.75132.094
2011-06-07JGB (30-Year) No. 343.16242.038
2011-04-12JGB (30-Year) No. 343.39112.241
2011-03-08JGB (30-Year) No. 343.58132.184
2011-01-13JGB (30-Year) No. 335.7762.156
2010-12-07JGB (30-Year) No. 332.95262.185
2010-10-14JGB (30-Year) No. 335.40101.976
2010-09-08JGB (30-Year) No. 334.15411.991